daytrend

05/09/2017

Filed under: Market Stats — daytrend @ 3:00 pm

Closing Stats
by daytrend on 20170509. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 860.

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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20170509 Closing)
22.1% of stocks are above yesterday’s high.
45.2% are above yesterday’s midpoint. (54.8% are below.)
26.4% are below yesterday’s low.
51.5% are inside yesterday’s range.
48.8% of stocks with today’s high > yesterday’s high. (51.2% less than).
50.0% of stocks with today’s low < yesterday’s low. (50.0% greater than).

EVIDENCE OF INTRADAY TREND (20170509 Closing)
43.0% of stocks are above today’s open. (56.3% are below).
40.2% of stocks are above today’s open and yesterday’s close.
49.2% are below both.
10.8% of stocks opened above yesterday’s high.
63.4% of stocks opened above yesterday’s close. (30.1% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170509 Closing)
6.2% of stocks are in the top 10% of today’s range.
17.6% are in the top 20%.
44.4% are in the top half. 55.6% of stocks are in the bottom half of today’s range.
22.8% are in the bottom 20%.
7.7% are in the bottom 10%.

GAIN (20170509 Closing)
48.4% of stocks are above yesterday’s close. (51.6% are below.)
1.2% are up 4.5% or more. 1.4% are down 4.5% or more.
2.7% are up 3.5% or more. 1.7% are down 3.5% or more.
61.4% are between +1% and -1%.

RSI on DAILY (20170509 Closing)
2-day: >=95:8.0%…>=90:14.0%…>=80:22.3%…>=50:48.7%…<=20:19.9%…<=10:8.4%…<=5:3.8%…
9-day: >=95:0.2%…>=90:1.2%…>=80:6.7%…>=50:53.7%…<=20:2.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.2%…>=80:3.3%…>=50:54.7%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170509 Closing)
22.1% above previous 1 highs, 26.4% below previous 1 lows
18.6% above previous 2 highs, 17.2% below previous 2 lows
16.2% above previous 3 highs, 10.3% below previous 3 lows
14.7% above previous 4 highs, 8.8% below previous 4 lows
12.9% above previous 5 highs, 8.1% below previous 5 lows
11.3% above previous 6 highs, 7.2% below previous 6 lows
10.0% above previous 7 highs, 7.0% below previous 7 lows
9.2% above previous 8 highs, 6.7% below previous 8 lows
8.4% above previous 9 highs, 6.4% below previous 9 lows
7.6% above previous 10 highs, 6.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170509 Closing)
48.4% are above or equal to 5/8 close (1 days ago), 51.6% are below.
43.7% are above or equal to 5/5 close (2 days ago), 56.3% are below.
61.6% are above or equal to 5/4 close (3 days ago), 38.4% are below.
55.0% are above or equal to 5/3 close (4 days ago), 45.0% are below.
51.6% are above or equal to 5/2 close (5 days ago), 48.4% are below.
51.7% are above or equal to 5/1 close (6 days ago), 48.3% are below.
53.0% are above or equal to 4/28 close (7 days ago), 47.0% are below.
43.1% are above or equal to 4/27 close (8 days ago), 56.9% are below.
43.4% are above or equal to 4/26 close (9 days ago), 56.6% are below.
44.5% are above or equal to 4/25 close (10 days ago), 55.5% are below.
49.5% are above or equal to 4/24 close (11 days ago), 50.5% are below.
58.3% are above or equal to 4/21 close (12 days ago), 41.7% are below.
55.2% are above or equal to 4/20 close (13 days ago), 44.8% are below.
61.5% are above or equal to 4/19 close (14 days ago), 38.5% are below.
60.8% are above or equal to 4/18 close (15 days ago), 39.2% are below.
60.6% are above or equal to 4/17 close (16 days ago), 39.4% are below.
64.3% are above or equal to 4/13 close (17 days ago), 35.7% are below.
60.5% are above or equal to 4/12 close (18 days ago), 39.5% are below.
55.1% are above or equal to 4/11 close (19 days ago), 44.9% are below.
56.2% are above or equal to 4/10 close (20 days ago), 43.8% are below.
57.1% are above or equal to 4/7 close (21 days ago), 42.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170509 Closing)
20d: 12.4% new highs, 7.4% new lows
21d: 12.4% new highs, 7.4% new lows
42d: 10.0% new highs, 5.6% new lows
63d: 8.8% new highs, 4.9% new lows
126d: 8.0% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170509 Closing)
2-day: 47.2% above, 52.8% below
3-day: 43.5% above, 56.5% below
4-day: 52.1% above, 47.9% below
5-day: 53.3% above, 46.7% below
8-day: 53.1% above, 46.9% below
10-day: 50.7% above, 49.3% below
20-day: 55.7% above, 44.3% below
50-day: 55.2% above, 44.8% below
200-day: 65.8% above, 34.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170509 Closing)
LEIS(37): 1.21% Top=MAR SEAS ARMK MLCO WYNN HLT EAT HGV ….. MCD SBUX SIX TXRH EXPE YUM GPRO JACK=Bottom (Leisure)
RETA(58): 1.06% Top=W BZUN SBH TLRD BABA MELI M ETSY ….. SFM AAP BLDR LL PAG PIR AN AEO=Bottom (Retail & Specialty Retail)
ELEC(48): 1.03% Top=ON CREE OCLR SPWR ADI MRVL AYI ICHR ….. TEL GLW FTV HIMX INTC TRMB JBL FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(24): 0.83% Top=NAT AAL UAL XPO DAL JBLU GWR LUV ….. CNI JBHT EXPD CHRW WAB UPS SWFT SAVE=Bottom (Transportation)
MATE(25): 0.71% Top=USG TPH PHM TOL KBH CAA DHI LEN ….. RSG DAR SUM WY VMC FAST WCN WM=Bottom (Materials & Construction)
COHW(37): 0.71% Top=FNSR ACIA INFN SSYS COMM S CIEN ANET ….. VRSN VZ CCI T BCE TMUS WDC CSCO=Bottom (Computer Hardware/Telecom)
DISV(48): 0.50% Top=MYGN YY ZTO ACM RBA MMS ILG HRB ….. SCI WEX CNDT INFO SBAC LDOS AL RRD=Bottom (Diversified Services)
HEAL(48): 0.47% Top=IRWD BKD MZOR OPK IRTC CYH ZBH IART ….. BDX ACHC ANTM NUVA RMD DXCM THC XRAY=Bottom (Health)
CONS(52): 0.21% Top=FOSL UAA HBI ELF RL NWL BC HAS ….. SPB AVY BMS CSL SON ENR WRK SEE=Bottom (Consumer)
COSW(81): 0.17% Top=VIPS SNAP BIDU BITA SHOP ATHM ZEN SINA ….. NCR XRX FTNT CSRA NTNX PFPT YELP TWLO=Bottom (Computer Software/Internet)
MANU(35): -0.01% Top=PNR MWA CMI DE DOV AME ROK HON ….. XYL CFX KMT MRC ITT FLS RS ATI=Bottom (Manufacturing)
CHEM(28): -0.09% Top=TROX HUN CC AXTA CE WLK SHW AGU ….. APD OLN PAH DOW DD EMN CF IFF=Bottom (Chemicals/Fertilizers)
FINA(89): -0.17% Top=WDR CBOE EV LM APO JNS OMF LAZ ….. OZRK HOMB PNC BOFI CFR ARCC NYCB TWNK=Bottom (Banks/Financials)
META(27): -0.60% Top=TX SLCA CCJ SSRI SCCO RGLD FNV NEM ….. CLF AG AGI NUE STLD X SLW CNX=Bottom (Metals & Mining)
REAL(104): -0.93% Top=BRX DDR AKR WPG WRI VER GGP KIM ….. NNN SRC GEO UNIT STOR RLJ FCH CIM=Bottom (Real Estate)
INSU(30): -1.17% Top=RDN AON MTG XL LNC MBI AIG HIG ….. BRO CINF MET WLTW ORI FAF FNF AFSI=Bottom (Insurance)
ENER(89): -1.25% Top=GPOR TSO PBF NBR VLO HFC ATW COG ….. HP HK OAS PAA CRZO KOS PAGP SN=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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